Journal of Risk
ISSN:
1465-1211 (print)
1755-2842 (online)
Editor-in-chief: Farid AitSahlia
Selection versus averaging of logistic credit risk models
Evelyn Hayden, Alex Stomper and Arne Westerkamp
Abstract
ABSTRACT
The bootstrap analysis shows that BMA should be considered as an alternative to the stepwise model selection procedures that are currently often used in practice.
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